Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven rotation that uses TQQQ’s long‑ and short‑term momentum to shift between leveraged tech (TQQQ), bonds (BSV), and a volatility hedge (UVXY). If TQQQ is below its 200‑day average, it moves 100% into 3x semiconductors (SOXL).
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
6 missing
The text the rules are quoted from, with where it came from.
Uses: TQQQ=3x daily Nasdaq‑100, BSV=short‑term bonds, UVXY=volatility hedge, SOXL=3x semis.<br>If TQQQ price > its 200‑day average: check 10‑day RSI (a 0–100 gauge of recent gains).<br>- RSI>80: 60% TQQQ, 30% BSV, 10% UVXY<br>- 70<RSI≤80: 80% TQQQ, 20% BSV<br>- Else: 100% BSV<br>If price ≤ 200‑day average: 100% SOXL. Rebalanced daily.
A daily, rules‑driven rotation that uses TQQQ’s long‑ and short‑term momentum to shift between leveraged tech (TQQQ), bonds (BSV), and a volatility hedge (UVXY). If TQQQ is below its 200‑day average, it moves 100% into 3x semiconductors (SOXL).
Out-of-sample edge: Sharpe ~1.48, Calmar ~15.5, annualized return ~73% vs SPY ~18%. Tech-led with hedges/bonds; higher drawdowns but dramatically stronger risk-adjusted upside over 125 days.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum (rsi), short-term bonds, tactical allocation, tech & semiconductors, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 73.16% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 20.87% | ||
| Return, trailing 1 month (out-of-sample) | -3.38% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 20.40% |
| Calmar ratio, out-of-sample period (out-of-sample) | 15.49 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.72% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.05% |
Composer Technologies · Composer
Composer Technologies · Composer
